+1,253.2%
SMH vs CNP
+486.1%
+767.1%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.8% | +3.4% | +2.8% |
| 7D | +2.5% | +1.1% | +1.4% | +2.3% |
| 30D | -0.5% | -1.8% | +1.4% | -0.1% |
| 3M | -9.6% | -4.6% | -5.0% | -9.1% |
| 6M | +42.1% | -8.8% | +50.9% | +44.0% |
| YTD | +57.4% | +5.2% | +52.2% | +55.1% |
| 1Y | +96.2% | +8.3% | +87.9% | +91.9% |
| 3Y | +267.9% | +54.9% | +213.0% | +232.0% |
| 5Y | +327.7% | +73.5% | +254.2% | +276.7% |
| 10Y | +1,764.6% | +139.1% | +1,625.5% | +1,404.2% |
| All | +1,253.2% | +486.1% | +767.1% | +752.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CNP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling